+3,439.9%
SMH vs CAPR
-98.9%
+3,538.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +26.5% | -21.7% | +4.4% |
| 7D | +0.5% | +25.8% | -25.3% | +0.2% |
| 30D | -14.2% | +50.2% | -64.4% | -14.8% |
| 3M | -11.5% | +185.5% | -197.0% | -13.3% |
| 6M | -12.0% | -64.8% | +52.8% | -11.7% |
| YTD | +40.8% | -61.1% | +101.9% | +40.9% |
| 1Y | +44.9% | +81.0% | -36.1% | +37.2% |
| 3Y | +226.7% | +300.7% | -74.0% | +199.7% |
| 5Y | +250.6% | +223.3% | +27.2% | +219.9% |
| 10Y | +1,523.4% | -58.8% | +1,582.1% | +1,338.7% |
| All | +3,439.9% | -98.9% | +3,538.8% | +2,922.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling